NYMEX Natural Gas Future November 2014
| Trading Metrics calculated at close of trading on 31-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2014 |
31-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
3.867 |
3.863 |
-0.004 |
-0.1% |
3.995 |
| High |
3.887 |
3.970 |
0.083 |
2.1% |
3.995 |
| Low |
3.821 |
3.844 |
0.023 |
0.6% |
3.827 |
| Close |
3.858 |
3.925 |
0.067 |
1.7% |
3.847 |
| Range |
0.066 |
0.126 |
0.060 |
90.9% |
0.168 |
| ATR |
0.090 |
0.093 |
0.003 |
2.8% |
0.000 |
| Volume |
16,703 |
16,578 |
-125 |
-0.7% |
79,313 |
|
| Daily Pivots for day following 31-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.291 |
4.234 |
3.994 |
|
| R3 |
4.165 |
4.108 |
3.960 |
|
| R2 |
4.039 |
4.039 |
3.948 |
|
| R1 |
3.982 |
3.982 |
3.937 |
4.011 |
| PP |
3.913 |
3.913 |
3.913 |
3.927 |
| S1 |
3.856 |
3.856 |
3.913 |
3.885 |
| S2 |
3.787 |
3.787 |
3.902 |
|
| S3 |
3.661 |
3.730 |
3.890 |
|
| S4 |
3.535 |
3.604 |
3.856 |
|
|
| Weekly Pivots for week ending 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.394 |
4.288 |
3.939 |
|
| R3 |
4.226 |
4.120 |
3.893 |
|
| R2 |
4.058 |
4.058 |
3.878 |
|
| R1 |
3.952 |
3.952 |
3.862 |
3.921 |
| PP |
3.890 |
3.890 |
3.890 |
3.874 |
| S1 |
3.784 |
3.784 |
3.832 |
3.753 |
| S2 |
3.722 |
3.722 |
3.816 |
|
| S3 |
3.554 |
3.616 |
3.801 |
|
| S4 |
3.386 |
3.448 |
3.755 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.970 |
3.786 |
0.184 |
4.7% |
0.101 |
2.6% |
76% |
True |
False |
15,944 |
| 10 |
4.031 |
3.786 |
0.245 |
6.2% |
0.089 |
2.3% |
57% |
False |
False |
15,982 |
| 20 |
4.426 |
3.786 |
0.640 |
16.3% |
0.086 |
2.2% |
22% |
False |
False |
14,657 |
| 40 |
4.905 |
3.786 |
1.119 |
28.5% |
0.094 |
2.4% |
12% |
False |
False |
13,174 |
| 60 |
4.905 |
3.786 |
1.119 |
28.5% |
0.095 |
2.4% |
12% |
False |
False |
11,455 |
| 80 |
4.905 |
3.786 |
1.119 |
28.5% |
0.093 |
2.4% |
12% |
False |
False |
9,661 |
| 100 |
4.905 |
3.786 |
1.119 |
28.5% |
0.090 |
2.3% |
12% |
False |
False |
8,574 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.506 |
|
2.618 |
4.300 |
|
1.618 |
4.174 |
|
1.000 |
4.096 |
|
0.618 |
4.048 |
|
HIGH |
3.970 |
|
0.618 |
3.922 |
|
0.500 |
3.907 |
|
0.382 |
3.892 |
|
LOW |
3.844 |
|
0.618 |
3.766 |
|
1.000 |
3.718 |
|
1.618 |
3.640 |
|
2.618 |
3.514 |
|
4.250 |
3.309 |
|
|
| Fisher Pivots for day following 31-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.919 |
3.912 |
| PP |
3.913 |
3.899 |
| S1 |
3.907 |
3.886 |
|